Lug nuts for winter tires-2001 ZX3

Just received new winter wheel/tire package from TireRack. My existing lug nuts are conical and fit nicely into the OEM alloy wheels. The lug nuts do not seat into the new winter wheels. Seems like a flat lug nut would hold
wheel better. Two Ford dealers could not locate a lug nut to fit my steel wheels. Can the original conical lug nuts safely be used?
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It was always my assumption that lugs were required to be conicle to make sure the wheel is centered propoerly. Otherwise the wheels will wobble up and down like a clown's bike. LOL
Anyone?
John
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I have a 2002 ZX5 that I swap out to steel rims with my winter tires and use the same lugs with no problems. Just make sure that they are torqued to 95ftlbs. This is my second season.

lug
do
hold
steel
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